73 citations · 439 across the 61 of their papers we have counts for
7 papers · 1 filter
Catoni-style Confidence Sequences under Infinite Variance
Sujay Bhatt, Guanhua Fang, Ping Li +1
In this paper, we provide an extension of confidence sequences for settings where the variance of the data-generating distribution does not exist or is infinite. Confidence sequenc…
Detection of Small Holes by the Scale-Invariant Robust Density-Aware Distance (RDAD) Filtration
Chunyin Siu, Gennady Samorodnitsky, Christina Lee Yu +1
A novel topological-data-analytical (TDA) method is proposed to distinguish, from noise, small holes surrounded by high-density regions of a probability density function. The propo…
Distance covariance for discretized stochastic processes
Herold Dehling, Muneya Matsui, Thomas Mikosch +2
Given an iid sequence of pairs of stochastic processes on the unit interval we construct a measure of independence for the components of the pairs. We define distance covariance an…
Extreme Value Analysis Without the Largest Values: What Can Be Done?
Jingjing Zou, Richard A. Davis, Gennady Samorodnitsky
In this paper we are concerned with the analysis of heavy-tailed data when a portion of the extreme values is unavailable. This research was motivated by an analysis of the degree…
Discrete Extremes
Adrien Hitz, Richard Davis, Gennady Samorodnitsky
Our contribution is to widen the scope of extreme value analysis applied to discrete-valued data. Extreme values of a random variable are commonly modeled using the generalized…
Distance covariance for stochastic processes
Muneya Matsui, Thomas Mikosch, Gennady Samorodnitsky
The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing wheth…